Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,60% | 5,18 CHF | 5,19 CHF | 37 000 | 37 000 | 16 949 | 16 949 | 88 153 CHF | 88 553 CHF | 99,27% | 99,27% |
19/11/2024 | 0,60% | 5,20 CHF | 5,21 CHF | 37 000 | 37 000 | 16 924 | 16 924 | 87 712 CHF | 88 111 CHF | 99,92% | 99,92% |
18/11/2024 | 0,59% | 5,28 CHF | 5,29 CHF | 36 000 | 36 000 | 16 392 | 16 392 | 86 514 CHF | 86 897 CHF | 99,84% | 99,84% |
15/11/2024 | 0,61% | 5,22 CHF | 5,23 CHF | 37 000 | 37 000 | 16 908 | 16 908 | 87 103 CHF | 87 503 CHF | 99,60% | 99,60% |
14/11/2024 | 0,60% | 5,17 CHF | 5,18 CHF | 37 000 | 37 000 | 17 024 | 17 024 | 88 025 CHF | 88 424 CHF | 97,92% | 97,92% |
13/11/2024 | 0,61% | 5,20 CHF | 5,21 CHF | 37 000 | 37 000 | 16 944 | 16 944 | 87 005 CHF | 87 405 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 5,16 CHF | 5,17 CHF | 37 000 | 37 000 | 16 960 | 16 960 | 87 259 CHF | 87 659 CHF | 99,74% | 99,74% |
11/11/2024 | 0,62% | 5,14 CHF | 5,15 CHF | 37 000 | 37 000 | 16 931 | 16 931 | 86 245 CHF | 86 644 CHF | 99,38% | 99,38% |
08/11/2024 | 0,58% | 4,96 CHF | 4,97 CHF | 38 000 | 38 000 | 17 493 | 17 493 | 86 394 CHF | 86 765 CHF | 98,88% | 98,88% |
07/11/2024 | 0,57% | 4,87 CHF | 4,88 CHF | 39 000 | 39 000 | 17 324 | 17 324 | 85 682 CHF | 86 052 CHF | 99,45% | 99,45% |